Hi.
It appears your hamster is quite energetic and curious. But that is in their nature really especially when they are young. A couple of days ago I have moved my Syrian into a 713 square inch bin cage witch is bigger of what he use to have and guess what..in the middle of the night he found a way to escape after I just moved him into his new home. Last night I let him free roam and he was very happy and when I put him back he consumed his rest of his energy in the wheel. I suggest trying to change the setup a bit and maybe add a cork log and more toys and maybe create a boredom breaker to keep him busy and you can let him free roam into a hamster safe room to consume some of the energy. About the bedding the more the better because they enjoy burrowing and creating tunnels. Hope that helps